1) Yes, you can call SAS procedures from SAS/IML Studio.
I suggest you download the PDF for
SAS/IML Studio for SAS/STAT Users at
http://support.sas.com/documentation/cdl/en/imlsstat/63827/PDF/default/imlsstat.pdf
Chapters 4-7 deal with common tasks such as calling SAS procedures and importing the data into SAS/IML Studio.
2) The R interface was just announced last year, but there is a SAS Global Forum paper that presents examples that go beyond the documentation:
http://support.sas.com/rnd/app/papers/papers_iml.html
The 2010 paper has examples of calling both SAS and R. The 2008 paper features calling SAS.
There is also a new book on IML and IML Studio coming out, but, alas, it is not yet available:
http://support.sas.com/publishing/authors/wicklin.html
3) At this point, SAS/IML Studio is the only SAS product that has an interface to R. (The next release of PROC IML will also feature an interface to R.)
Your "plan" on how to use IML Studio and call R when needed sounds right. That is essentially the way that I use the product for data analysis and the development of statisical algorithms.